Accession Number:

AD0630537

Title:

CHEBYSHEV SOLUTION OF LARGE LINEAR SYSTEMS.

Descriptive Note:

Technical summary rept.,

Corporate Author:

MATHEMATICS RESEARCH CENTER UNIV OF WISCONSIN MADISON

Personal Author(s):

Report Date:

1966-02-01

Pagination or Media Count:

29.0

Abstract:

The general problem considered is that of solving a linear system of equations which is singular or almost singular. A method is described which obtains a solution to the system which is stable with respect to small changes in the matrix elements. This method will solve an overdetermined system in m variables and n equationsm n even when the system rank is less than m, and should therefore be very useful in many statistical apllications. In this case the error of the system is minimized in the Chebyshev norm using a linear programming formulation and solution. A numerical example using the Hilbert matrix is described in detail. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE